| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 1,156.50% | 28.97% |
| Max Drawdown | -28.2% | -93.44% |
| Sharpe | 0.92 | 0.3 |
| Sortino | 1.75 | 0.44 |
| Payoff Ratio | 1.48 | 1.36 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.9 | 0.71 |
| Tail Ratio | 1.27 | 1.03 |
| Outlier Win Ratio | 22.66 | 3.52 |
| Outlier Loss Ratio | 4.35 | 2.86 |
| Volatility (ann.) | 25.24% | 51.57% |
| R^2 | 0.25 | 0.25 |
| Calmar | 4.42 | 0.09 |
| Skew | 5.29 | 0.46 |
| Kurtosis | 90.09 | 10.97 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 6.89% | 0.67% |
| Expected Yearly % | 88.27% | 6.57% |
| Kelly Criterion | 7.43% | 13.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.11% | -4.4% |
| Expected Shortfall (cVaR) | -2.11% | -4.4% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 18.07 | -0.20 | + |
| 2023 | 921.46 | 509.32 | 0.55 | - |
| 2024 | 85.41 | 55.68 | 0.65 | - |
| 2025 | -33.08 | 12.19 | -0.37 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | 0.87% | -14.67% |
| 3M | 2.09% | -34.75% |
| 6M | 21.88% | -5.94% |
| YTD | 12.19% | -33.08% |
| 1Y | 32.6% | -34.17% |
| 3Y (ann.) | 134.09% | 12.54% |
| 5Y (ann.) | 124.71% | 8.48% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -28.2% | -93.44% |
| Longest DD Days | 159.0 | 703.0 |
| Avg. Drawdown | -5.86% | -13.56% |
| Avg. Drawdown Days | 14.0 | 47.0 |
| Recovery Factor | 41.01 | 0.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-14 | -28.20 | 122 |
| 2024-03-18 | 2024-08-24 | -22.89 | 159 |
| 2022-06-06 | 2022-07-30 | -21.80 | 54 |
| 2025-03-03 | 2025-03-21 | -20.73 | 18 |
| 2024-11-18 | 2025-01-24 | -20.51 | 67 |
| 2023-11-16 | 2023-12-08 | -17.33 | 22 |
| 2025-01-24 | 2025-03-02 | -14.51 | 37 |
| 2022-04-20 | 2022-05-30 | -14.25 | 39 |
| 2023-12-25 | 2024-02-14 | -13.44 | 50 |
| 2023-11-01 | 2023-11-10 | -11.39 | 8 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 31.35% | 43.67% |
| Worst Week | -11.33% | -51.66% |
| Best Month | 55.59% | 140.02% |
| Worst Month | -17.63% | -56.44% |
| Best Year | 509.32% | 921.46% |
| Worst Year | 12.19% | -89.82% |
| Avg. Up Day | 1.99% | 2.17% |
| Avg. Down Day | -1.34% | -1.6% |
| Avg. Up Week | 7.79% | 15.75% |
| Avg. Down Week | -3.55% | -8.0% |
| Avg. Up Month | 17.98% | 38.92% |
| Avg. Down Month | -7.68% | -26.74% |
| Win Days % | 44.74% | 50.12% |
| Win Month % | 76.32% | 50.0% |
| Win Week % | 54.96% | 46.11% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |